Smoothing Spline ANOVA for Time-Dependent Spectral Analysis

DOI10.1198/016214503000000549MaRDI QIDQ4468474zbMATH OpenOpenAlexFDO

Authors Wensheng Guo, M. Dai, Hernando C. Ombao, Rainer von Sachs

Publication date 10 June 2004

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2078.1/93275

zbMATH Keywords

tensor producttime seriesspectral estimationsmoothing splinelocally stationary processsmooth localized complex exponential basis

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10) Inference from stochastic processes and spectral analysis (62M15)

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• Nonparametric spectral analysis with applications to seizure characterization using EEG time series
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• Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes
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• Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices
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• Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series
• Spectra in low‐rank localized layers (SpeLLL) for interpretable time–frequency analysis
• Automatic Statistical Analysis of Bivariate Nonstationary Time Series
• Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra
• Modeling the electroencephalogram by means of spatial spline smoothing and temporal autoregression
• Tree-structured wavelet estimation in a mixed effects model for spectra of replicated time series
• A generalized ARFIMA model with smooth transition fractional integration parameter
• An efficient estimator for locally stationary Gaussian long-memory processes

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